Day Change Summary |
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Previous |
Current |
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27-Nov-2006 |
28-Nov-2006 |
Change |
Change % |
Previous Week |
Open |
1,810.91 |
1,769.42 |
-41.49 |
-2.3% |
1,795.68 |
High |
1,813.92 |
1,782.65 |
-31.27 |
-1.7% |
1,824.21 |
Low |
1,775.17 |
1,763.34 |
-11.83 |
-0.7% |
1,790.47 |
Close |
1,775.17 |
1,780.34 |
5.17 |
0.3% |
1,815.53 |
Range |
38.75 |
19.31 |
-19.44 |
-50.2% |
33.74 |
ATR |
22.08 |
21.89 |
-0.20 |
-0.9% |
0.00 |
Volume |
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Daily Pivots for day following 28-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,833.37 |
1,826.17 |
1,790.96 |
|
R3 |
1,814.06 |
1,806.86 |
1,785.65 |
|
R2 |
1,794.75 |
1,794.75 |
1,783.88 |
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R1 |
1,787.55 |
1,787.55 |
1,782.11 |
1,791.15 |
PP |
1,775.44 |
1,775.44 |
1,775.44 |
1,777.25 |
S1 |
1,768.24 |
1,768.24 |
1,778.57 |
1,771.84 |
S2 |
1,756.13 |
1,756.13 |
1,776.80 |
|
S3 |
1,736.82 |
1,748.93 |
1,775.03 |
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S4 |
1,717.51 |
1,729.62 |
1,769.72 |
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Weekly Pivots for week ending 24-Nov-2006 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.29 |
1,897.15 |
1,834.09 |
|
R3 |
1,877.55 |
1,863.41 |
1,824.81 |
|
R2 |
1,843.81 |
1,843.81 |
1,821.72 |
|
R1 |
1,829.67 |
1,829.67 |
1,818.62 |
1,836.74 |
PP |
1,810.07 |
1,810.07 |
1,810.07 |
1,813.61 |
S1 |
1,795.93 |
1,795.93 |
1,812.44 |
1,803.00 |
S2 |
1,776.33 |
1,776.33 |
1,809.34 |
|
S3 |
1,742.59 |
1,762.19 |
1,806.25 |
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S4 |
1,708.85 |
1,728.45 |
1,796.97 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,824.21 |
1,763.34 |
60.87 |
3.4% |
21.17 |
1.2% |
28% |
False |
True |
|
10 |
1,824.21 |
1,759.24 |
64.97 |
3.6% |
19.88 |
1.1% |
32% |
False |
False |
|
20 |
1,824.21 |
1,693.19 |
131.02 |
7.4% |
21.64 |
1.2% |
67% |
False |
False |
|
40 |
1,824.21 |
1,623.07 |
201.14 |
11.3% |
21.60 |
1.2% |
78% |
False |
False |
|
60 |
1,824.21 |
1,558.17 |
266.04 |
14.9% |
21.37 |
1.2% |
84% |
False |
False |
|
80 |
1,824.21 |
1,476.48 |
347.73 |
19.5% |
21.08 |
1.2% |
87% |
False |
False |
|
100 |
1,824.21 |
1,446.77 |
377.44 |
21.2% |
22.06 |
1.2% |
88% |
False |
False |
|
120 |
1,824.21 |
1,446.77 |
377.44 |
21.2% |
22.63 |
1.3% |
88% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,864.72 |
2.618 |
1,833.20 |
1.618 |
1,813.89 |
1.000 |
1,801.96 |
0.618 |
1,794.58 |
HIGH |
1,782.65 |
0.618 |
1,775.27 |
0.500 |
1,773.00 |
0.382 |
1,770.72 |
LOW |
1,763.34 |
0.618 |
1,751.41 |
1.000 |
1,744.03 |
1.618 |
1,732.10 |
2.618 |
1,712.79 |
4.250 |
1,681.27 |
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